# ABR - ARBOR REALTY TRUST Options Profit Calculator, Price & Chart

> Graphical, multi-leg complex stock option profit and loss calculator for ABR.

Data as of Oct 23, 2026 (end of day). **Data is delayed**: the latest session is Nov 13, 2026. [Subscribe](https://www.optionistics.com/subscribe) to get the latest end-of-day data.

Stock at **2.92**. Build a position of up to 8 option legs plus stock; the chart shows P/L today and at expiration.

## Settings

| Field | Value |
|---|---|
| Stock price | 2.92 |
| Solve For | Price Change |
| Valuation date | Oct 23, 2026 |
| Model | American |
| Rate % | 3.88 |
| Volatility | Leg IV (each leg's implied volatility) |
| Hist Vol | 0.4633 |
| Indexed IV | 0.8202 |
| Div Amt | 0.17 |
| Ex-Date | Nov 16, 2026 |
| Frequency | Quarterly |

## Position

| Expiry | Strike | P/C | Quan | Side | Cost | TPrice | Vol | Delta | Gamma | Theta | Vega | Rho |
|---|---:|---|---:|---|---:|---:|---:|---:|---:|---:|---:|---:|
| 2026-10-30 | 3.00 | Call | 1 | Long | 0.1500 | 0.1459 | 1.1469 | 0.4525 | 0.8508 | -0.0124 | 0.0016 | 0.0002 |

**Cost** is the entry price per share, **TPrice** the theoretical value on the valuation date, **Vol** the volatility it is priced with; Greeks are per share (short legs negative). Quantities are contracts of 100 shares, or shares for the stock leg.

### Position totals ($)

| Cost | Value | P/L | Delta | Gamma | Theta | Vega | Rho |
|---:|---:|---:|---:|---:|---:|---:|---:|
| 15.00 | 14.59 | -0.41 | 45.25 | 85.08 | -1.24 | 0.16 | 0.02 |

Cost is the net debit paid (negative: a net credit), Value the position's theoretical value on the valuation date, P/L the difference; Greeks are position totals in shares.

## Profit and loss

Breakevens (where the P/L line crosses zero): **2.93**.

P/L by stock price from 1.46 to 4.35 (the chart spans 50% either side of the stock price; narrow it with `factor`, e.g. `factor=0.1` for 10%), every 4th of its 97 points.

At expiration, over the charted range, P/L runs from **-15.00** (at 1.46) to **119.99** (at 4.35).

| Stock price | P/L on Oct 23, 2026 | P/L at expiration |
|---:|---:|---:|
| 1.46 | -15.00 | -15.00 |
| 1.58 | -15.00 | -15.00 |
| 1.70 | -15.00 | -15.00 |
| 1.82 | -15.00 | -15.00 |
| 1.94 | -14.98 | -15.00 |
| 2.06 | -14.90 | -15.00 |
| 2.18 | -14.69 | -15.00 |
| 2.30 | -14.29 | -15.00 |
| 2.42 | -13.33 | -15.00 |
| 2.54 | -11.67 | -15.00 |
| 2.66 | -9.50 | -15.00 |
| 2.78 | -5.60 | -15.00 |
| 2.90 | -1.19 | -15.00 |
| 3.03 | 5.08 | -12.46 |
| 3.15 | 11.93 | -0.42 |
| 3.27 | 20.41 | 11.62 |
| 3.39 | 29.26 | 23.66 |
| 3.51 | 39.47 | 35.70 |
| 3.63 | 49.77 | 47.74 |
| 3.75 | 61.00 | 59.78 |
| 3.87 | 72.36 | 71.82 |
| 3.99 | 84.05 | 83.87 |
| 4.11 | 95.92 | 95.91 |
| 4.23 | 107.95 | 107.95 |
| 4.35 | 119.99 | 119.99 |

## How to use

Enter the position with query parameters. Option legs are `legs[N][field]`, N counting from 0, up to 4 legs ([subscribe](https://www.optionistics.com/subscribe) for 8): `expiry` (YYYY-MM-DD, required), `strike` (required), `putcall` (C or P), `side` (long or short), `quantity` (contracts, 1-1000), `cost` (entry price per share; default the contract's theoretical price), `ivol` (volatility override, decimal), `hidden` (1 leaves the leg out of the totals and chart). A stock leg: `stock[side]`, `stock[quantity]` (shares), `stock[cost]`. Or start from a `preset`: bull-call, bear-call, bull-put, bear-put, straddle, strangle, covered-call, covered-put, calendar-call, calendar-put, diagonal-call, diagonal-put, single-call, single-put. Pricing: `rate` (percent), `model` (a American, e European; default American when a dividend is set), `voltype` (0 slider, 1 indexed IV, 2 historical IV, 3 each leg's IV), `ivSlider` (1-400, with voltype 0), `dividend` (next dividend, dollars), `exDate` (YYYY-MM-DD), `frequency` (0 none, 12, 4, 2 or 1 a year). Chart: `solveFor` (p price change, dl days left), `factor` (price range either side of the stock price, 0.01-1, default 0.5), `dateOffset` (price change: value on the report date plus dateOffset + 1 days; default -1, the report date), `sliderPrice` (days left: the stock price to value at).

This position: `/calculators/stock-option-calculator/ABR.md?legs[0][expiry]=2026-10-30&legs[0][strike]=3&legs[0][putcall]=C&legs[0][side]=long&legs[0][quantity]=1&legs[0][cost]=0.15`. A preset: `/calculators/stock-option-calculator/ABR.md?preset=straddle`. With curl, pass `-g` (or encode the brackets as %5B and %5D).

## More for ABR

- [Quote](https://www.optionistics.com/quotes/stock-quotes/ABR.md)
- [Option chain](https://www.optionistics.com/quotes/stock-option-chains/ABR.md)
- [Price history](https://www.optionistics.com/quotes/stock-prices/ABR.md)
- [10 day snapshot](https://www.optionistics.com/snapshot.md?symbol=ABR)
- [Strike Pegger (max pain)](https://www.optionistics.com/quotes/strike-pegger/ABR.md)
- [Volatility skew](https://www.optionistics.com/screener/volatility-skew/ABR.md)
- [Put/call ratio](https://www.optionistics.com/screener/put-call-ratio/ABR.md)
- [Trade finder](https://www.optionistics.com/screener/stock-trade-finder/ABR.md)
- [Probability calculator](https://www.optionistics.com/calculators/probability-calculator.md?symbol=ABR)

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